-6.6%
FSLY vs IRM
+101.2%
-107.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +5.0% |
| 7D | +3.5% | +1.6% | +1.8% | +1.9% |
| 30D | -6.4% | -4.2% | -2.2% | -2.2% |
| 3M | +10.9% | -5.4% | +16.3% | +16.1% |
| 6M | +6.7% | +12.0% | -5.3% | -2.3% |
| YTD | +111.1% | +42.0% | +69.1% | +64.0% |
| 1Y | +185.8% | +29.9% | +155.9% | +136.1% |
| 3Y | -6.6% | +104.4% | -110.9% | -57.8% |
| All | -6.6% | +101.2% | -107.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling